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SSEYX vs. SSSYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SSEYX vs. SSSYX

Last updated Apr 2, 2026

Compare and contrast key facts about State Street Equity 500 Index II Portfolio (SSEYX) and State Street Equity 500 Index Fund Class K (SSSYX).

SSEYX is managed by State Street. It was launched on Aug 11, 2014. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014.

Performance

SSEYX vs. SSSYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Equity 500 Index II Portfolio (SSEYX) and State Street Equity 500 Index Fund Class K (SSSYX). The values are adjusted to include any dividend payments, if applicable.

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SSEYX vs. SSSYX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SSEYX
State Street Equity 500 Index II Portfolio		-4.34%17.52%25.01%26.29%-18.18%28.58%18.28%31.42%-4.54%21.72%
SSSYX
State Street Equity 500 Index Fund Class K		-4.34%17.81%24.99%26.27%-18.16%28.51%18.31%31.38%-4.38%21.61%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with SSEYX at -4.34% and SSSYX at -4.34%. Both investments have delivered pretty close results over the past 10 years, with SSEYX having a 13.99% annualized return and SSSYX not far ahead at 14.02%.

SSEYX

1D
2.92%
1M
-5.02%
YTD
-4.34%
6M
-2.39%
1Y
17.01%
3Y*
18.20%
5Y*
11.70%
10Y*
13.99%

SSSYX

1D
2.92%
1M
-5.02%
YTD
-4.34%
6M
-2.15%
1Y
17.29%
3Y*
18.28%
5Y*
11.75%
10Y*
14.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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State Street Equity 500 Index II Portfolio

State Street Equity 500 Index Fund Class K

Often compared with SSEYX:
SSEYX vs. VOOSSEYX vs. SVSPXSSEYX vs. SPYSSEYX vs. MXVIXSSEYX vs. RWMGXSSEYX vs. SWPPXSSEYX vs. VTI
Often compared with SSSYX:
SSSYX vs. SPYSSSYX vs. VOOSSSYX vs. RGAGXSSSYX vs. FXAIXSSSYX vs. VIMAXSSSYX vs. VTISSSYX vs. FUIPX

SSEYX vs. SSSYX - Expense Ratio Comparison

Both SSEYX and SSSYX have an expense ratio of 0.02%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

SSEYX
State Street Equity 500 Index II Portfolio
SSSYX
State Street Equity 500 Index Fund Class K

Return for Risk

SSEYX vs. SSSYX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SSEYX
SSEYX Risk / Return Rank: 5757
Overall Rank
SSEYX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SSEYX Sortino Ratio Rank: 5151
Sortino Ratio Rank
SSEYX Omega Ratio Rank: 5454
Omega Ratio Rank
SSEYX Calmar Ratio Rank: 6161
Calmar Ratio Rank
SSEYX Martin Ratio Rank: 7373
Martin Ratio Rank
SSSYX
SSSYX Risk / Return Rank: 5959
Overall Rank
SSSYX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SSSYX Sortino Ratio Rank: 5353
Sortino Ratio Rank
SSSYX Omega Ratio Rank: 5555
Omega Ratio Rank
SSSYX Calmar Ratio Rank: 6464
Calmar Ratio Rank
SSSYX Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SSEYX vs. SSSYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Equity 500 Index II Portfolio (SSEYX) and State Street Equity 500 Index Fund Class K (SSSYX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

SSEYXSSSYXDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.97

-0.02

Sortino ratio

Return per unit of downside risk

1.47

1.49

-0.02

Omega ratio

Gain probability vs. loss probability

1.22

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

1.50

1.52

-0.02

Martin ratio

Return relative to average drawdown

7.19

7.30

-0.11

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SSEYX vs. SSSYX - Sharpe Ratio Comparison

The current SSEYX Sharpe Ratio is 0.96, which is comparable to the SSSYX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of SSEYX and SSSYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

SSEYXSSSYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.97

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.70

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.11

+0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.11

+0.61

Correlation

The correlation between SSEYX and SSSYX is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

SSEYX vs. SSSYX - Dividend Comparison

SSEYX's dividend yield for the trailing twelve months is around 1.45%, less than SSSYX's 1.51% yield.

TTM20252024202320222021202020192018201720162015
SSEYX
State Street Equity 500 Index II Portfolio		1.45%1.38%1.93%1.46%1.57%2.48%3.63%2.36%5.91%5.37%2.29%3.47%
SSSYX
State Street Equity 500 Index Fund Class K		1.51%1.44%1.63%1.78%2.16%2.76%1.86%4.44%5.18%5.94%2.07%1.84%

Drawdowns

SSEYX vs. SSSYX - Drawdown Comparison

The maximum SSEYX drawdown since its inception was -33.75%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for SSEYX and SSSYX.

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Drawdown Indicators

SSEYXSSSYXDifference

Max Drawdown

Largest peak-to-trough decline

-33.75%

-91.48%

+57.73%

Max Drawdown (1Y)

Largest decline over 1 year

-12.10%

-12.10%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

-24.49%

-0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-33.75%

-91.48%

+57.73%

Current Drawdown

Current decline from peak

-6.22%

-6.22%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.14%

-4.20%

+0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

2.52%

0.00%

Volatility

SSEYX vs. SSSYX - Volatility Comparison

State Street Equity 500 Index II Portfolio (SSEYX) and State Street Equity 500 Index Fund Class K (SSSYX) have volatilities of 5.34% and 5.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SSEYXSSSYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

5.34%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.51%

9.53%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

18.29%

18.29%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.92%

16.89%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.05%

124.43%

-106.38%